NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 2.883 2.850 -0.033 -1.1% 3.038
High 2.958 2.940 -0.018 -0.6% 3.128
Low 2.813 2.817 0.004 0.1% 2.804
Close 2.849 2.911 0.062 2.2% 2.967
Range 0.145 0.123 -0.022 -15.2% 0.324
ATR 0.123 0.123 0.000 0.0% 0.000
Volume 24,176 22,117 -2,059 -8.5% 46,192
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.258 3.208 2.979
R3 3.135 3.085 2.945
R2 3.012 3.012 2.934
R1 2.962 2.962 2.922 2.987
PP 2.889 2.889 2.889 2.902
S1 2.839 2.839 2.900 2.864
S2 2.766 2.766 2.888
S3 2.643 2.716 2.877
S4 2.520 2.593 2.843
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.938 3.777 3.145
R3 3.614 3.453 3.056
R2 3.290 3.290 3.026
R1 3.129 3.129 2.997 3.048
PP 2.966 2.966 2.966 2.926
S1 2.805 2.805 2.937 2.724
S2 2.642 2.642 2.908
S3 2.318 2.481 2.878
S4 1.994 2.157 2.789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.085 2.798 0.287 9.9% 0.167 5.8% 39% False False 21,047
10 3.130 2.798 0.332 11.4% 0.138 4.7% 34% False False 16,282
20 3.600 2.798 0.802 27.6% 0.119 4.1% 14% False False 15,380
40 3.782 2.798 0.984 33.8% 0.103 3.5% 11% False False 14,444
60 3.853 2.798 1.055 36.2% 0.094 3.2% 11% False False 12,264
80 3.883 2.798 1.085 37.3% 0.084 2.9% 10% False False 10,369
100 3.885 2.798 1.087 37.3% 0.078 2.7% 10% False False 9,046
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.463
2.618 3.262
1.618 3.139
1.000 3.063
0.618 3.016
HIGH 2.940
0.618 2.893
0.500 2.879
0.382 2.864
LOW 2.817
0.618 2.741
1.000 2.694
1.618 2.618
2.618 2.495
4.250 2.294
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 2.900 2.900
PP 2.889 2.889
S1 2.879 2.878

These figures are updated between 7pm and 10pm EST after a trading day.

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